A stochastic EM algorithm for quantile and censored quantile regression models
Fengkai Yang
Year of publication: |
2018
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Authors: | Yang, Fengkai |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 2, p. 555-582
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Subject: | Censored quantile regression | Gibbs sampling | Quantile regression | Stochastic EM algorithm | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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